Curriculum vitae
  • Name: Natalia Markovich
  • Birth Date: 26.11.1960
  • Family Status: divorced
  • Education:
  • Tver University applied mathematics and cybernetics department (1982) Diploma in Statistics with distinction (1982)
  • post graduate in Institute of Control Sciences of Russian Academy of Sciences (1985), thesis supervisor Prof.Vladimir Vapnik
  • PhD was defended in the Institute of Control Sciences of Russian Academy of Sciences (1991)
  • Habilitation was defended in the Institute of Control Sciences of Russian Academy of Sciences (2004)
  • Previous appointments:
  • All-Union Centre for Preventive Medicine,Moscow Toxicology Information and Advisory Centre on the Russian Federation Ministry of Health

Research Experience and Interests

  • Nonparametric estimation, density estimation techniques, statistic of extremal events, statistical analysis of heavy-tailed distributions and  extremal events, stochastic processes.
  • Application to telecommunication: analysis of Internet data, QoS problems.
  • Application to social networks: extremes evaluation for different sampling strategies

Current employment:

  • Institute of Control Sciences of Russian Academy of Sciences, Main scientist (1995-present)

Research employment and scientific collaborations:

  • Geomedical Research Unit, Heidelberg Academy for the Humanities and Sciences, Germany, 1995-1996. Participation in the EU research CINDI Countrywide Integrated Noncommunicable Diseases Intervention Programme. (1995-1996)
  • Max Planck Institute for Demographic Research, Rostock, Germany, 1997.
  • Technologiezentrum Darmstadt, T-Systems Nova, Deutsche Telekom AG, 1998-2002.
  • Participation in the EU research action COST 257 "Impact of new services on the architecture and performance of broadband networks" as associated member of the teletraffic research team of T-Systems Nova, Deutsche Telekom, 1998-2001.
  • Participation in the Eurescom project P1112 "Network Dimensioning based on Modeling of Internet Traffic" as associated member of the teletraffic research team of T-Systems Nova, Deutsche Telekom, 2001-2002.
  • Participation in the EU research action COST 279 "Analysis and Design of Advanced Multiservice Networks Supporting Mobility, Multimedia and Internetworking " as associated member of the teletraffic research team of T-Systems Nova, Deutsche Telekom, 2001-2002.
  • Team leader in the EU research Euro-NGI, Euro-FGI “Design and Engineering of the Next Generation Internet Towards convergent multi- service networks“, 2003-2007.
  • Team leader in the EU research COST Action ICO703 "Data Traffic Monitoring and Analysis (TMA): theory, techniques, tools and applications for the future networks", 2008-2012.
  • Sejours Scientifique de Haut Niveau (SSHN), finances par l'Ambassade de France en Russie  2013
  • Collaborator in the Russian Foundation for Basic Research, grant 13-08-00744 A

Referee Activities

  • for International Journals: Mathematical Reviews, IEEE Transactions on Signal Processing, Inverse Problems in Science and Engineering,  Annals of Statistics, Journal Of Nonparametric Statistics, Journal of the Royal Statistical Society, Telecommunication Systems, Performance Evaluation, Automation and Remote Control, Mathematical Reviews, Izvestiya RAN: Physic of the earth, Transactions on Modeling and Performance Evaluation of Computing Systems, Journal of Statistical Computation and Simulation, Extremes, Journal of Applied Statistics.
  • Associate editor of Journal Statistical Planning and Inference

Membership

  • A member of International Society on Business and Industrial Statistics ISBIS 2010, 2011
  • A member of the Charting committee of International Society for NonParametric Statistics (ISNPS)

Academic awards

  • 2005, 2011, 2017 Prizes for the best private achievements of the Institute of Control Sciences Russian Academy of Sciences
  • 2014 Pugachev's award  ICS RAS
  • 2013 Honorary certificate of Russian Academy of Sciences
  • 2017 Honorary certificate of Russian Ministry of Sciences and Education

Visits as invited scientist:

  • Geomedical Research Unit, Heidelberg Academy for the Humanities and Sciences, Germany (1995-1996)
  • Rostock Max Planck Institute (1997)
  • Darmstadt Deutsche Telekom (1998-2002)
  • Lund University (Sweden) (2000)
  • ETH Zuerich (2004)
  • Pisa University (2005)
  • Otto-Friedrich University, Bamberg, Germany (2004-2019)
  • VTT, Helsinki, Finnland (2006)
  • NTNU, Trondheim, Norway (2007)
  • Telecom Bretagne, Brest, France (2009)
  • Utrecht, Netherland (2011)
  • Linz, Austria (2012)
  • INRIA, Sophia Antipolis, France (2013, 2016)

Teaching experience:

PhD course "Analysis of heavy-tailed data" , in the frame of the EU research project Euro-NGI "Design and Engineering of the Next Generation Internet Towards convergent multi- service networks". It was given

  • at 02.2006 in Otto-Friedrich University, Bamberg, Germany
  • at 06.2006 in ENST Brest, Bretagne, France
  • at 05.2007 in Norwegian University of Science and Technology NTNU Trondheim, Norway
  • at 2012-present  in Moscow Institute of Physics and Technology State University

Seminar talks and Tutorials

  • Moscow Institute for the Transmission Information of Russian Academy of Sciences (1990)
  • Rostock Max Planck Institute (1997)
  • Moscow Lomonosov University (1998)
  • Munich Technical University (1998)
  • Darmstadt Deutsche Telekom (1998)
  • Einthoven Eurandom (1999)
  • Munich Technical University (1999)
  • Darmstadt Deutsche Telekom (1999)
  • Lund University (Sweden) (2000)
  • Wuerzburg University (2000)
  • Darmstadt Deutsche Telekom (2000)
  • Darmstadt Deutsche Telekom (2001)
  • Moscow Lomonosov University (2001)
  • Darmstadt Deutsche Telekom (2002)
  • Brunel University London (2002)
  • Goethe-University Frankfurt (2003)
  • Weierstrass-Institute Berlin (2003)
  • ETH Zuerich (2004)
  • Moscow Lomonosov University (2004)
  • Einthoven Eurandom (2005)
  • Pisa University (2005)
  • Wuerzburg University (2006)
  • Helsinki Technical University (2006)
  • NTNU, Trondheim, Norway (2007)
  • University of Salerno (2008)
  • Samos, Greece (2008)
  • Zakopane, Poland (2010)
  • Zagreb, Croatia (2011)
  • Karlsruhe, Germany (2011)
  • Utrecht, Netherland (2011)
  • Kepler University Linz, Austria (2012)
  • Moscow University, Shiryaev's seminar (2016)

Books

  • Natalia Markovich “Nonparametric Analysis of Univariate Heavy-Tailed data: Research and Practice”, Wiley, 2007
  • N. M. Markovich and U. R. Krieger, Statistical Inspection and Analysis Techniques for Traffic Data Arising from the Internet, Chapter 2, Traffic and Performance Engineering for Heterogeneous Networks, D.D. Kouvatsos (Ed.), ISBN 978-87-92329-16-5, River Publishers Series in Information Science and Technology - Vol. 1, pp. 41-60, 2009.
  • N. M. Markovich and U. R. Krieger, Statistical Analysis and Modeling of Peer-to-Peer Multimedia Traffic, In: Performance Handbook SPIN 12440030, LNCS 5233, ISBN 978-3-642-02741-3, Series: Lecture Notes in Computer ScienceLecture Notes in Computer ScienceLecture Notes in Computer ScienceLecture Notes in Computer Science , Next Generation Internet: Performance Evaluation & Applications, Springer, 2010. http://www.springer.com/computer/book/978-3-642-02741-3
  • Markovich N.M., Biernacki A., Eittenberger P., Krieger U.R., Integrated Measurement and Analysis of Peer-to-Peer Traffic, Eighth International Conference on Wired/Wireless Internet Communications, June 1-3, Lulea, Sweden, WWIC 2010 In : E. Osipov et al. (Eds.), Proc. WWIC2010, Lecture Notes in Computer Sciences LNCS 6074, pp. 302-314, Springer, Heidelberg, 2010. ISBN 978-3-642-13314-5
  • Markovich N. M. and  Krieger U. R., Analysis of Packet Transmission Processes in Peer-to-Peer Networks by Statistical Inference Methods.  Ernst Biersack, Christian Callegari, Maja Matijasevic (Eds.): Data Traffic Monitoring and Analysis From Measurement, Classification, and Anomaly Detection to Quality of Experience, LNCS 7754, pp. 104--119 Springer Verlag, Berlin, Heidelberg,  2013 ISBN: 978-3-642-36783-0 (Print) 978-3-642-36784-7 (Online)
  • Markovich N. M. and  Krieger U. R., Modeling of Loss Processes Arising from Packet Flows at Bottleneck Links, K. Fischbach and U.R. Krieger (Eds.): MMB \& DFT 2014, LNCS 8376, pp. 16-–28, 2014  Springer International Publishing Switzerland, 2014 ISBN 978-3-319-05358-5
  • Markovich N. M., Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks, Akritas, M. G., Lahiri, S. N., Politis, Dimitris N. (Eds.), Topics in Nonparametric Statistics, Springer, Proceedings
    in Mathematics \& Statistics Vol. 74, ISBN 978-1-4939-0569-0, pp. 167--176 2014
  • Markovich N. M., Nonparametric Estimation of Heavy-Tailed Density by the Discrepancy Method,
    Springer International Publishing Switzerland, Ricardo Cao, González Manteiga, Wenceslao, Romo, Juan (Eds.), Nonparametric Statistics, Springer Proceedings in Mathematics \& Statistics, Vol. 175, pp 103-116, 2016 ISBN 978-3-319-41581-9
  • Markovich N. M., Vaiciulis M. Modification of Moment-Based Tail Index Estimator: Sums versus Maxima, Springer International Publishing Switzerland, Patrice Bertail, Delphine Blanke, Pierre-Andre Cornillon, Eric Matzner-Lober (Eds.) Springer Proceedings in Mathematics and Statistics, Vol., pp. 85-102 2018 DOI: 10.1007/978-3-319-96941-1_10 ISBN 978-3-319-96941-1
In Journals and Books:
 
 
  • Markovich, N.M., Non-parametric estimation of probability density function by stochastic regularization method, Ph.D. thesis, 1992
  • Markovich, N.M., Estimation of characteristics of heavy-tailed random variables by limited samples, Habilitation thesis, 2004
  • Markovich N.M., Mathematical Concepts, In the book: Morgenstern, W., Ivanov, V.K., Michalski, A.I., Tsyb, A.F.,  Schettler, G., eds., Mathematical modelling with Chernobyl Registry Data, Springer, Heidelberg, 1995
  • Markovich, N.M., Experimental analysis of nonparametric probability density estimates and of methods for smoothing them, Automation and Remote Control, Vol. 50, No. 7, Part 2, July, 941–948, 1989
  • Vapnik, V.N., Markovich, N.M., Stefanyuk, A.R., Rate of Convergence in L2 of the Projection Estimator of the Distribution Density, Automation and Remote Control, Vol. 53, No. 5, Part 1, May, 1992, pp.133-143
  • Markovich, N.M., Michalski, A.I., Estimation of Health Indicates from Data on Revealed Morbidity, Automation and Remote Control, Vol. 56, No. 7, Part 2, July, 1995, pp. 1033–1041
  • Markovich, N.M., Regularization of some linear integral equations of population analysis, Automation and Remote Control, Vol. 59, No. 3, 1998, pp. 418-431
  • Markovich, N.M., Michalski, A.I. and W. Morgenstern, Evaluating of emidemiological indicators of the morbidity by indirect data, Automation and Remote Control, vol. 6, 1998, 59:6, pp. 877–884
  • Markovich, N.M., Detection of Hormesis by Empirical Data as an Ill-Posed Problem, Automation and Remote Control, Vol. 61, No. 1, Part 2, 2000, pp. 133-143
  • Markovitch, N.M., Krieger, U.R., Nonparametric estimation of long-tailed density functions and its application to the analysis of World Wide Web traffic, Performance Evaluation, 42, 2000, pp. 205-222
  • Markovitch, N.M., Krieger, U.R., The estimation of heavy-tailed probability density functions and their mixtures, In J. Moreira de Souza et al., eds., Teletraffic engineering in the Internet Era, Teletraffic Science and Engineering, vol. 4, 1113-1126, Elsevier, Amsterdam, 2001
  • Markovitch, N.M., Krieger, U.R., Estimating Basic Characteristics of Arrival Processes in Telecommunication Networks by Empirical Data,  Telecommunication Systems 20:1,2, pp. 11-31, 2002
  • Markovitch, N.M., Krieger, U.R., The estimation of heavy-tailed probability density functions, their mixtures and quantiles, Computer Networks, Vol. 40, Issue 3, pp. 459-474, 2002
  • Markovich, N.M, Transformed Estimates of Densities of Heavy-Tailed Distributions and Classification, Automation and Remote Control, Vol. 63, No. 4, pp. 627-640, 2002
  • Markovich, N.M, High Quantiles of Heavy-Tailed Distributions: Their Estimation, Automation and Remote Control, Vol. 63, No. 8, pp. 1263-1279, 2002
  • Maiboroda R.E., Markovich N.M., Estimation of heavy-tailed probability density function with application to Web data. Computational Statistics, 2004, 19:569-592
  • Markovich N.M., Nonparametric renewal function estimation and smoothing by empirical data. Preprint ETH, Zuerich, 2004 
  • Markovich N.M., The accuracy of transformed kernel density estimates for a heavy-tailed distribution, Automation and Remote Control, Vol. 66, No. 2, pp. 217-232, 2005
  • Markovich N.M., High quantile estimation for heavy-tailed distributions. Performance Evaluation 62(1-4), 178-192, 2005
  • Markovich N.M., Krieger, U.R., Nonparametric estimation of the renewal function by empirical data, Stochastic Models, 22:2, 2006, 175-199
  • Markovich N.M., Krieger, U.R., Statistical Inspection and Analysis Techniques for Traffic Data Arising from the Internet, HETNETs’04 special journal issue on “Convergent Multi-Service Networks and Next Generation Internet: Performance Modelling and Evaluation”, pp.72/1-72/9, 2006
  • Markovich N.M., Kilpi,J., Bivariate statistical analysis of TCP-flow sizes and durations, Annals of Operations Research, 2009, Vol.170, 1, 199-216. DOI 10.1007/s10479-009-0531-6
  • Markovich N.M., Undheim U., Emstad P., Classification of Slice-Based VBR Video Traffic and Estimation of Link Loss by Exceedance. Computer Networks. 2009, Vol.53, 1137-1153. doi:10.1016/j.comnet.2008.12.020
  • Markovich N.M., Krieger, U.R., Statistical Analysis and Modeling of Skype VoIP Flows. Computer Communications (COMCOM), Vol.31, Supplement 1, 2010. DOI: 10.1016/j.comcom.2010.04.029
  • Markovich N.M. Quality Assessment of the  Packet Transport  of Peer-to-Peer Video Traffic in High-Speed Networks. Performance Evaluation, 70 (2013) 28–44 doi>10.1016/j.peva.2012.10.001
  • Markovich N.M. Modeling clusters of extreme values, Extremes, March 2014, Volume 17, Issue 1, pp 97-125 DOI10.1007/s10687-013-0176-3
  • Avrachenkov K.,  Markovich N. M.,  Sreedharan J.K. Distribution and Dependence of Extremes in Network Sampling Processes,  Computational Social Networks, 2:12, p. 1-21,  doi:10.1186/s40649-015-0018-3 2015
  • Markovich N.M. Erratum to: modeling clusters of extreme values, Extremes, 2016,  19(1):139–142 DOI 10.1007/s10687-015-0237-x
  • Markovich N.M. Clusters of extremes: modeling and examples, 2017 Extremes  20:519–538
  • Markovich N. M. Clustering and hitting times of threshold exceedances and applications. Int. J. Data Analysis Techniques and Strategies, Vol. 9, No. 4, 331- 347. 2017
  • Markovich N. M.,  Vaiñiulis M.  Modification of Moment-Based Tail Index Estimator: Sums versus Maxima. Nonparametric statistics (Springer Proceedings in Mathematics & Statistics) Springer International Publishing Switzerland 2018, pp. 85-102 DOI: 10.1007/978-3-319-96941-1_10
  • Vaiciulis M., Markovich N.M. Class of semi-parametric estimators of heaviness of distribution tail and its applications // Automation and Remote Control,Vol. 80, No. 10 being dedicated to the 100th anniversary of the birth of Ya.Z. Tsypkin, 1803-1816, 2019